I tend to go through the settlements region by region (for example I let Gaul be one region, Italian peninsula another etc.), with the buildings/training scroll on the right half of the screen and the map on the other. That way I can see if forces need to be diverted for rebel hunting or battles at the same time I look at buildings etc. But before going through my settlements like that I usually fight all major battles - for example if I'm going to capture a wonder city the same turn I shouldn't adjust taxes until after I've captured the city and so on. Often I have to switch between fighting and managing as the fighting can result in retraining/reinforcements being needed and a victory in a major battle could mean the path is clear for reinforcements trained last turn to move closer to the main army etc. I wouldn't want to manage any settlement without seeing the map of the closest area around it at the same time.